-78.3%
VXX vs WST
-11.3%
-66.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.1% |
| 7D | +2.0% | +1.8% | +0.1% | +2.6% |
| 30D | -7.1% | -1.7% | -5.4% | -7.6% |
| 3M | -28.6% | +4.9% | -33.5% | -27.3% |
| 6M | -44.0% | +45.5% | -89.5% | -35.6% |
| YTD | -31.7% | +26.1% | -57.9% | -24.3% |
| 1Y | -46.3% | +31.7% | -78.0% | -39.1% |
| 3Y | -78.3% | -12.1% | -66.2% | -78.4% |
| All | -78.3% | -11.3% | -66.9% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling